Why would he need to lie to me ? am i a bad friend ?

i dont understand i have a close male friend and hes lied to me. it sounds slly but hes telling me hes datng a model off facebook and that shes round his house all the time but hes lyng because she lives in the states ive seen her profle and shes never been to the uk so why s he tellng me this ? im hurt because hes a really nice guy and i like him a lot but he does things like when we're on the phone pretending shes there too. i asked when will we meet her and he said er soon. he wont admit to lying but why is he doing this ive been a kind loyal decent friend to him and supported him through a lott of personal stuff ?